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Normally in Classical Chinese 所 stands for an omitted object of a verb. 所 + Verb means ‘Verb 的东西 (the thing that is verb-ed), which is equivalent to a kind of relative clause marker (RM) in English ‘what/that is Verb-ed’. It makes the sentence passive.

To interprete this sentense, it means: "when a general is outside, there are some orders can be ignored."

structure of "将在外" is quite obvious. "将" refers to "general" which is the subject of the sentence. "在外" is an adjunct of the sentsence to tell the place.

The underline structure for "军令有所不受" is "不受军令"("no" "accept" "order" ). "所" here is a marker which caused a movement of the complement of verb from the back to the front. Meanwhile, "所" here also played a role like a pronoun which coindex with "军令"（order）. Therefore we have "有"(have) in front of it to be its initial verb. Just like "There have some orders that....".